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"Estimating Heavy-Tail Exponents Through Max Self-Similarity."
Stilian Stoev, George Michailidis, Murad S. Taqqu (2011)
- Stilian Stoev, George Michailidis, Murad S. Taqqu:
Estimating Heavy-Tail Exponents Through Max Self-Similarity. IEEE Trans. Inf. Theory 57(3): 1615-1636 (2011)
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